Run Open Sim on a thumb drive.

OpenSim is a great way to
create your own avatar and build
your own 3-D Second Life™ compatible world. And
you don't really need to install a thing! Just copy and click!
It's ideal for use while flying or traveling or anywhere you
don't have a decent network connection, or for any number of other
circumstances. You could use it in schools or at work, too.

Thanks to Christa Lopez and Robert Stack, now you can make it truly portable by running OpenSim off a thumb drive. It also works on your hard drive, too.